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Morgan Stanley SICAV 31 dicembre 2007 110 US Bond Fund PROSPETTO DEGLI INVESTIMENTI (seguito) Valori mobiliari e strumenti del mercato monetario ammessi al listino ufficiale o negoziati su un altro mercato regolamentato. Al 31 dicembre 2007, espressi in dollari USA. Investimento Nominale in dollari USA se non altrimenti specificato Valore di mercato Titoli garantiti da attività e mutui ipotecari (seguito) % attivo netto Stati Uniti d’America (seguito) Citigroup Mortgage Loan Trust 2007-AR1 A1 4,945% /2037 (3) 837.816 820.971 0,27 Soundview Home Equity Loan Trust 2006-EQ2 A1 4,945% /2037 (3) 831.424 815.589 0,27 Luminent Mortgage Trust 2006-3 11A2 5,115% /2036 (3) 874.240 806.110 0,27 Indymac Index Mortgage Loan Trust 2006-AR14 M1 5,265% /2046 (3) 1.025.000 804.356 0,27 Newcastle Mortgage Securities Trust 2007-1 2A1 4,995% /2037 (3) 850.695 801.632 0,26 Terwin Mortgage Trust 2006-3 1A1 4,975% /2037 (3) 802.006 785.966 0,26 FNMA Pool 893830 5,5% /2036 786.927 785.575 0,26 Residential Accredit Loans 2007-QO4 A1 5,065% /2047 (3) 834.970 784.341 0,26 Indymac Index Mortgage Loan Trust 2005-AR18 2A2A 5,245% /2036 (3) 841.494 775.705 0,26 FNMA Pool 616766 7% /2031 742.181 772.332 0,25 FNMA Pool 928135 5,5% /2037 773.539 772.210 0,25 FNMA Pool 952450 5,5% /2037 769.271 767.948 0,25 Volkswagen Auto Loan Enhanced Trust 2005-1 A3 4,8% /2009 763.885 763.752 0,25 Countrywide Alternative Loan Trust 2006-OA17 1A3 5,24875% /2046 (3) 895.270 762.422 0,25 National City Auto Receivables Trust 2004-A A4 2,88% /2011 735.610 729.505 0,24 Structured Asset Mortgage Investments 2006-AR6 1A5 5,145% /2036 (3) 865.263 724.610 0,24 American Home Mortgage Assets 2007-5 A3 5,165% /2047 (3) 887.199 716.248 0,24 Nissan Auto Receivables Owner Trust 2005-B A3 3,99% /2009 688.813 687.056 0,23 FNMA Pool 915480 5,5% /2037 670.208 669.057 0,22 JP Morgan Chase Commercial Mortgage Securities 2007-CB19 A4 5,937% /2049 (3) 650.000 663.989 0,22 FNMA Pool 915674 5,5% /2037 659.798 658.664 0,22 Credit-Based Asset Servicing and Securitization 2006-CB5 A1 4,925% /2036 (3) 662.737 657.845 0,22 Residential Accredit Loans 2007-QO4 A3 5,165% /2047 (3) 787.258 645.141 0,21 GE Equipment Small Ticket 2005-1A A3 4,38% /2009 638.046 637.615 0,21 Harborview Mortgage Loan Trust 2005-10 2A1B 5,345% /2035 (3) 698.621 636.332 0,21 American Home Mortgage Assets 2006-4 1A3 5,175% /2046 (3) 735.080 631.469 0,21 FNMA Pool 943459 5,5% /2037 629.210 628.128 0,21 FNMA Pool 254487 7,5% /2032 567.461 594.947 0,20 Credit-Based Asset Servicing and Securitization 2006-CB6 A21 4,905% /2036 (3) 596.946 584.363 0,19 Citigroup Mortgage Loan Trust 2006-NC1 A2A 4,935% /2036 (3) 576.010 571.517 0,19 FNMA Pool 918662 5,5% /2037 565.303 564.332 0,19 Banc of America Funding 2005-F 1A2 5,29875% /2035 (3) 586.597 549.776 0,18 Residential Accredit Loans 2006-QO1 2A1 5,135% /2046 (3) 561.683 531.761 0,18 Merrill Auto Trust Securitization 2005-1 A3 4,1% /2009 514.662 513.976 0,17 Banc of America Securities Auto Trust 2005-WF1 A3 3,99% /2009 514.580 513.830 0,17 Mastr Adjustable Rate Mortgages Trust 2007-3 1M2 5,965% /2047 (3) 900.000 512.789 0,17 GSAMP Trust 2006-HE4 A2A 4,935% /2036 (3) 513.252 508.794 0,17 Freddie Mac Gold Pool C43084 7,5% /2030 485.856 508.630 0,17 Capital Auto Receivables Asset Trust 2005-1 A4 4,05% /2009 501.613 501.197 0,17 Investimento Nominale in dollari USA se non altrimenti specificato Valore di mercato Titoli garantiti da attività e mutui ipotecari (seguito) % attivo netto Stati Uniti d’America (seguito) Hyundai Auto Receivables Trust 2005-A A3 3,98% /2009 497.988 495.950 0,16 Residential Accredit Loans 2006-QO1 1A1 5,125% /2046 (3) 517.018 481.798 0,16 Greenwich Capital Commercial Funding 2007-GG9 A4 5,444% /2039 475.000 474.528 0,16 Honda Auto Receivables Owner Trust 2005-3 A3 3,87% /2009 470.154 468.931 0,15 Fannie Mae FNR 2003-33 IA 6,5% /2033 2.015.772 468.849 0,15 Greenpoint Mortgage Funding Trust 2006-AR4 M1 5,275% /2046 (3) 575.000 456.121 0,15 Option One Mortgage Loan Trust 2006-2 2A1 4,915% /2036 (3) 447.640 443.644 0,15 TXU Electric Delivery Transition Bond 2004-1 A2 4,81% /2014 425.000 424.120 0,14 Luminent Mortgage Trust 2006-5 B1 5,225% /2036 (3) 423.275 379.335 0,12 Harborview Mortgage Loan Trust 2006-SB1 M1 5,345% /2036 (3) 500.000 373.329 0,12 Daimler Chrysler Auto Trust 2005-B A3 4,04% /2009 373.210 372.880 0,12 Harborview Mortgage Loan Trust 2006-12 2A11 5,055% /2038 (3) 375.931 371.623 0,12 FNMA Pool 254311 6,5% /2032 354.287 364.306 0,12 Structured Asset Investment Loan Trust 2006-BNC1 A2 4,935% /2036 (3) 366.241 364.194 0,12 FNMA Pool 490758 6,5% /2029 346.331 356.126 0,12 Harborview Mortgage Loan Trust 2006-1 X1 1,5485% /2037 (3) 7.976.446 353.955 0,12 Countrywide Alternative Loan Trust 2005-59 1A2B 4,99934% /2035 (3) 362.437 350.714 0,12 GS Mortgage Securities 2007-NIM2 N1 6,25% /2037 343.176 342.017 0,11 FNMA Pool 899397 5,5% /2037 335.449 334.872 0,11 FNMA Pool 535148 8% /2030 320.104 333.208 0,11 Harborview Mortgage Loan Trust 2005-5 2A1B 5,255% /2045 (3) 356.630 332.953 0,11 FNMA Pool 938082 5,5% /2037 330.718 330.150 0,11 Wachovia Auto Owner Trust 2005-A A3 4,06% /2009 328.877 328.098 0,11 Harborview Mortgage Loan Trust 2005-16 B2 5,665% /2036 (3) 369.218 325.631 0,11 Freddie Mac Gold Pool C39936 7,5% /2030 306.082 320.430 0,11 ACE Securities 2004-IN1 A1 5,185% /2034 (3) 328.647 318.915 0,11 Lehman XS Trust 2006-16N M2 5,265% /2046 (3) 400.000 316.371 0,10 WaMu Mortgage Pass Through Certificates 2005-AR15 A1B1 5,115% /2045 (3) 311.753 306.106 0,10 Freddie Mac Gold Pool A64548 6% /2037 299.725 304.174 0,10 FNMA Pool 919577 5,5% /2037 299.598 299.083 0,10 Countrywide Alternative Loan Trust 2005-51 2A2A 5,23875% /2035 (3) 289.998 284.376 0,09 WaMu Mortgage Pass Through Certificates 2005-AR17 A1B1 5,115% /2045 (3) 286.011 281.341 0,09 Carrington Mortgage Loan Trust 2006-FRE1 A1 4,93% /2036 (3) 269.349 267.610 0,09 FNMA Pool 771191 7% /2034 249.031 259.148 0,09 Mastr Adjustable Rate Mortgages Trust 2007-3 1M1 5,715% /2047 (3) 400.000 257.940 0,08 Freddie Mac Gold Pool A10594 7,5% /2027 243.270 254.673 0,08 RAAC Series 2006-SP1 A1 4,965% /2045 (3) 254.406 252.311 0,08 Fannie Mae FNR 2003-39 IO 6% /2033 (3) 1.192.477 252.110 0,08 Argent Securities 2004-W5 AV3B 5,315% /2034 (3) 241.448 241.362 0,08 FNMA Pool 735483 7% /2034 231.795 241.212 0,08 FNMA Pool 672440 8% /2032 226.069 235.323 0,08 FNMA Pool 937906 5,5% /2037 224.167 223.782 0,07 Countrywide Alternative Loan Trust 2005-44 1A2A 5,155% /2035 (3) 216.504 214.083 0,07 Fannie Mae FNR 2006-28 1P 1,7096% /2036 7.931.797 213.167 0,07 Bear Stearns Asset Backed Securities 2005-AQ1 2A1 5,085% /2035 (3) 207.885 207.185 0,07 FNMA Pool 938774 5% /2037 198.720 193.907 0,06 Fannie Mae FNR 2003-25 IK 7% /2033 836.841 187.619 0,06
111 Morgan Stanley SICAV 31 dicembre 2007 US Bond Fund PROSPETTO DEGLI INVESTIMENTI (seguito) Valori mobiliari e strumenti del mercato monetario ammessi al listino ufficiale o negoziati su un altro mercato regolamentato. Al 31 dicembre 2007, espressi in dollari USA. Investimento Nominale in dollari USA se non altrimenti specificato Valore di mercato Titoli garantiti da attività e mutui ipotecari (seguito) % attivo netto Stati Uniti d’America (seguito) USAA Auto Owner Trust 2005-1 A3 3,9% /2009 175.462 175.339 0,06 WaMu Mortgage Pass Through Certificates 2005-AR13 A1B1 5,125% /2045 (3) 176.370 174.642 0,06 Freddie Mac Gold Pool C59760 7,5% /2027 164.576 172.291 0,06 Freddie Mac FHR 2557 IW 6% /2032 1.453.681 172.090 0,06 FNMA Pool 914724 5,5% /2037 169.399 169.108 0,06 FNMA Pool 938197 5,5% /2037 169.386 169.095 0,06 Freddie Mac Gold Pool G01031 7,5% /2029 158.441 165.868 0,05 FNMA Pool 922053 5,5% /2037 161.947 161.669 0,05 Freddie Mac Gold Pool D95307 7,5% /2021 148.009 158.678 0,05 FNMA Pool 253585 8% /2031 150.946 157.126 0,05 Long Beach Mortgage Loan Trust 2006-WL1 2A1 4,955% /2046 (3) 152.687 152.182 0,05 Freddie Mac Gold Pool C43014 7,5% /2030 135.461 141.810 0,05 Freddie Mac Gold Pool C01086 7,5% /2030 133.204 139.448 0,05 FNMA Pool 253894 6,5% /2031 130.769 134.467 0,04 FNMA Pool 625393 6,5% /2032 130.734 134.432 0,04 Fannie Mae FNS 313-2 6,5% /2031 517.368 131.987 0,04 FNMA Pool 253813 8% /2031 123.420 128.473 0,04 CNH Equipment Trust 2005-A A3 4,02% /2009 123.011 122.971 0,04 FNMA Pool 738254 7% /2033 115.985 120.697 0,04 FNMA Pool 570642 8% /2031 112.536 117.143 0,04 FNMA Pool 535127 8% /2030 111.534 116.100 0,04 FNMA Pool 535190 8% /2030 110.154 114.664 0,04 Freddie Mac Gold Pool C41688 7,5% /2030 104.906 109.824 0,04 Freddie Mac Gold Pool C47090 7,5% /2031 99.972 104.658 0,03 FNMA Pool 566789 7,5% /2031 98.955 103.749 0,03 Freddie Mac Gold Pool C41463 7,5% /2030 98.055 102.652 0,03 Freddie Mac Gold Pool C77120 6,5% /2033 99.237 102.044 0,03 FNMA Pool 648063 7% /2032 95.160 99.026 0,03 FNMA Pool 323991 7,5% /2029 94.283 98.850 0,03 Fannie Mae Strip 317 8% /2031 407.560 98.436 0,03 FNMA Pool 535996 7,5% /2031 93.421 97.946 0,03 Freddie Mac Gold Pool D78850 7,5% /2027 85.997 90.028 0,03 Honda Auto Receivables Owner Trust 2005-2 A3 3,93% /2009 88.579 88.568 0,03 FNMA Pool 661278 8% /2032 82.863 86.255 0,03 WaMu Mortgage Pass Through Certificates 2005-AR19 A1B1 5,115% /2045 (3) 83.609 83.114 0,03 FNMA Pool 596192 7,5% /2031 75.406 79.058 0,03 New Century Home Equity Loan Trust 2004-2 A2 5,235% /2034 (3) 79.880 76.722 0,03 Freddie Mac Gold Pool C39840 7,5% /2030 69.813 73.085 0,02 Freddie Mac Gold Pool C44335 7,5% /2030 63.873 66.867 0,02 Fannie Mae FNR 2001-4 SA 2,5225% /2031 (3) 751.105 66.647 0,02 FNMA Pool 592229 7,5% /2031 56.719 59.466 0,02 FNMA Pool 602073 7,5% /2031 55.882 58.589 0,02 FNMA Pool 655588 8% /2032 55.810 58.095 0,02 Freddie Mac Gold Pool C68730 7,5% /2026 53.374 55.876 0,02 Freddie Mac Gold Pool C39839 7,5% /2030 52.286 54.737 0,02 FNMA Pool 688645 7% /2033 51.456 53.546 0,02 FNMA Pool 557184 8% /2030 51.143 53.237 0,02 Freddie Mac Gold Pool G01303 7,5% /2031 47.297 49.514 0,02 FNMA Pool 253794 6,5% /2031 47.326 48.664 0,02 RAAC Series 2005-SP2 1A1 5,015% /2044 (3) 48.603 48.595 0,02 FNMA Pool 485674 6,5% /2029 45.450 46.735 0,02 FNMA Pool 253114 8% /2030 44.732 46.563 0,02 FNMA Pool 254240 7% /2032 43.900 45.684 0,02 FNMA Pool 521221 7,5% /2029 42.824 44.898 0,01 FNMA Pool 190292 7,5% /2027 42.813 44.887 0,01 FNMA Pool 590049 7% /2031 43.061 44.811 0,01 FNMA Pool 915126 5,5% /2037 44.816 44.739 0,01 Freddie Mac Gold Pool C39195 7,5% /2030 42.362 44.348 0,01 Freddie Mac Gold Pool C90299 7,5% /2019 41.021 43.952 0,01 FNMA Pool 254448 6,5% /2032 42.621 43.826 0,01 FNMA Pool 545395 8% /2031 42.027 43.747 0,01 Investimento Nominale in dollari USA se non altrimenti specificato Valore di mercato Titoli garantiti da attività e mutui ipotecari (seguito) % attivo netto Stati Uniti d’America (seguito) Fannie Mae FNR 2003-82 IA 6% /2032 463.865 43.522 0,01 FNMA Pool 254383 7,5% /2032 41.454 43.462 0,01 Freddie Mac Gold Pool G00876 6,5% /2028 40.613 41.762 0,01 FNMA Pool 190308 7,5% /2030 39.687 41.609 0,01 Freddie Mac Gold Pool C57125 7,5% /2031 39.087 40.919 0,01 Freddie Mac Gold Pool C80401 7,5% /2026 38.072 39.856 0,01 Government National Mortgage Association GNR 1999-27 SE 3,5725% /2029 (3) 316.789 39.042 0,01 FNMA Pool 630738 7% /2032 37.493 39.016 0,01 FNMA Pool 535898 8% /2031 36.358 37.846 0,01 FNMA Pool 524488 7,5% /2030 35.822 37.557 0,01 FNMA Pool 535204 8% /2030 35.910 37.380 0,01 Freddie Mac Gold Pool C66709 7,5% /2032 34.835 36.468 0,01 FNMA Pool 573254 7,5% /2031 34.458 36.128 0,01 FNMA Pool 591854 7,5% /2031 33.615 35.244 0,01 FNMA Pool 615166 7,5% /2031 32.106 33.661 0,01 Freddie Mac FHR 2500 SD 2,9725% /2032 (3) 356.571 33.210 0,01 Freddie Mac Gold Pool C47063 7,5% /2031 31.652 33.135 0,01 FNMA Pool 527244 6,5% /2029 30.771 31.641 0,01 FNMA Pool 628751 7,5% /2032 29.873 31.320 0,01 Government National Mortgage Association GNR 2001-22 SK 3,1225% /2031 (3) 274.681 31.095 0,01 FNMA Pool 653071 6,5% /2032 30.144 30.997 0,01 Freddie Mac Gold Pool C45610 7,5% /2030 28.879 30.233 0,01 FNMA Pool 526645 7,5% /2029 28.351 29.724 0,01 FNMA Pool 583355 8% /2031 28.531 29.699 0,01 FNMA Pool 514574 7,5% /2030 28.288 29.658 0,01 FNMA Pool 954795 5% /2037 30.059 29.331 0,01 FNMA Pool 568354 8% /2031 28.009 29.155 0,01 FNMA Pool 415853 7,5% /2028 27.793 29.139 0,01 Freddie Mac Gold Pool G01167 7,5% /2031 27.150 28.423 0,01 FNMA Pool 928543 5% /2037 28.903 28.203 0,01 FNMA Pool 899519 5% /2037 28.831 28.133 0,01 FNMA Pool 923869 5% /2037 28.637 27.944 0,01 FNMA Pool 568165 7,5% /2031 26.081 27.345 0,01 FNMA Pool 545078 7,5% /2031 25.757 27.005 0,01 FNMA Pool 943593 5% /2037 27.325 26.663 0,01 FNMA Pool 545003 8% /2031 25.600 26.647 0,01 FNMA Pool 535757 8% /2031 25.471 26.514 0,01 FNMA Pool 554693 8% /2030 23.939 24.919 0,01 FNMA Pool 251626 7% /2018 22.927 24.158 0,01 FNMA Pool 253643 7,5% /2031 22.623 23.719 0,01 Freddie Mac Gold Pool C36886 8% /2030 22.745 23.662 0,01 Freddie Mac Gold Pool C01214 7,5% /2031 22.551 23.608 0,01 Freddie Mac Strip 215 IO 8% /2031 97.443 23.172 0,01 Fannie Mae Strip 306 IO 8% /2030 94.907 22.938 0,01 Fannie Mae Strip 1997-53 PI 8% /2027 93.062 22.855 0,01 FNMA Pool 532814 7,5% /2030 21.258 22.288 0,01 FNMA Pool 545562 7,5% /2032 20.936 21.951 0,01 FNMA Pool 251898 6,5% /2028 21.346 21.950 0,01 FNMA Pool 644789 7% /2032 20.062 20.877 0,01 FNMA Pool 594355 7,5% /2031 19.903 20.867 0,01 FNMA Pool 529097 8% /2030 20.014 20.834 0,01 FNMA Pool 252806 7,5% /2029 19.240 20.172 0,01 FNMA Pool 558690 7,5% /2030 18.672 19.576 0,01 FNMA Pool 253481 8% /2030 18.358 19.109 0,01 FNMA Pool 646944 7% /2032 18.286 19.029 0,01 Fannie Mae Strip 2000-32 SM 3,55375% /2030 (3) 171.281 18.621 0,01 FNMA Pool 535481 8% /2030 17.448 18.162 0,01 FNMA Pool 559287 7,5% /2030 17.123 17.952 0,01 Freddie Mac Gold Pool C53765 7,5% /2031 17.118 17.921 0,01 Fannie Mae Strip 7% /2032 73.962 17.302 0,01 FNMA Pool 253437 8% /2030 16.620 17.300 0,01 FNMA Pool 545620 7,5% /2032 16.484 17.283 0,01 FNMA Pool 531578 7,5% /2030 16.316 17.106 0,01 FNMA Pool 636445 7% /2032 16.224 16.884 0,01 FNMA Pool 252807 8% /2029 16.113 16.772 0,01 FNMA Pool 541903 7,5% /2030 15.676 16.435 0,01 FNMA Pool 705800 7% /2033 15.260 15.880 0,01 FNMA Pool 571075 7% /2031 15.159 15.775 0,01 FNMA Pool 711986 6,5% /2033 14.524 14.935 0,00 Fannie Mae Strip 2000-46 SA 3,685% /2030 (3) 132.005 13.929 0,00 FNMA Pool 545551 8% /2032 13.321 13.866 0,00
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Lussemburgo, Egregio Azionis
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10 aprile 2008 Egregio Azionista La
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7. Varie ed eventuali. A favore Con
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MORGAN STANLEY SICAV Società di In
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Morgan Stanley SICAV 31 dicembre 20
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